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SRTY vs. TZA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SRTY vs. TZA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Short Russell2000 (SRTY) and Direxion Daily Small Cap Bear 3X Shares (TZA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SRTY having a -42.78% return and TZA slightly higher at -42.59%. Both investments have delivered pretty close results over the past 10 years, with SRTY having a -43.88% annualized return and TZA not far ahead at -43.35%.


SRTY

1D
-2.70%
1M
-12.83%
YTD
-42.78%
6M
-43.96%
1Y
-68.52%
3Y*
-45.90%
5Y*
-31.49%
10Y*
-43.88%

TZA

1D
-2.73%
1M
-12.86%
YTD
-42.59%
6M
-43.80%
1Y
-68.39%
3Y*
-45.37%
5Y*
-30.81%
10Y*
-43.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRTY vs. TZA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRTY
ProShares UltraPro Short Russell2000
-42.78%-40.55%-32.91%-42.02%28.99%-51.67%-80.61%-53.83%23.37%-38.31%
TZA
Direxion Daily Small Cap Bear 3X Shares
-42.59%-40.22%-32.22%-41.19%30.21%-50.80%-80.43%-53.25%25.06%-38.19%

Correlation

The correlation between SRTY and TZA is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2010

1.00

The correlation between SRTY and TZA has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

SRTY vs. TZA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SRTY
SRTY Risk / Return Rank: 11
Overall Rank
SRTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SRTY Sortino Ratio Rank: 00
Sortino Ratio Rank
SRTY Omega Ratio Rank: 11
Omega Ratio Rank
SRTY Calmar Ratio Rank: 00
Calmar Ratio Rank
SRTY Martin Ratio Rank: 11
Martin Ratio Rank

TZA
TZA Risk / Return Rank: 11
Overall Rank
TZA Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TZA Sortino Ratio Rank: 00
Sortino Ratio Rank
TZA Omega Ratio Rank: 11
Omega Ratio Rank
TZA Calmar Ratio Rank: 00
Calmar Ratio Rank
TZA Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SRTY vs. TZA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short Russell2000 (SRTY) and Direxion Daily Small Cap Bear 3X Shares (TZA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SRTYTZADifference

Sharpe ratio

Return per unit of total volatility

-1.20

-1.20

0.00

Sortino ratio

Return per unit of downside risk

-2.26

-2.25

0.00

Omega ratio

Gain probability vs. loss probability

0.76

0.76

0.00

Calmar ratio

Return relative to maximum drawdown

-1.00

-1.00

0.00

Martin ratio

Return relative to average drawdown

-1.52

-1.52

0.00

SRTY vs. TZA - Sharpe Ratio Comparison

The current SRTY Sharpe Ratio is -1.20, which is comparable to the TZA Sharpe Ratio of -1.20. The chart below compares the historical Sharpe Ratios of SRTY and TZA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SRTYTZADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.20

-1.20

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

-0.46

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

-0.63

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.69

-0.71

+0.02

Drawdowns

SRTY vs. TZA - Drawdown Comparison

The maximum SRTY drawdown since its inception was -100.00%, roughly equal to the maximum TZA drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SRTY and TZA.


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Drawdown Indicators


SRTYTZADifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-67.42%

-67.28%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-88.56%

-88.34%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-91.18%

-90.83%

-0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-99.74%

-99.71%

-0.03%

Current Drawdown

Current decline from peak

-100.00%

-100.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-93.78%

-98.00%

+4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.29%

45.20%

+0.09%

Volatility

SRTY vs. TZA - Volatility Comparison

ProShares UltraPro Short Russell2000 (SRTY) and Direxion Daily Small Cap Bear 3X Shares (TZA) have volatilities of 16.76% and 16.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRTYTZADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.76%

16.58%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

40.76%

40.62%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

57.04%

56.90%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.42%

67.42%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.34%

68.91%

-0.57%

SRTY vs. TZA - Expense Ratio Comparison

SRTY has a 0.95% expense ratio, which is lower than TZA's 1.11% expense ratio.


Dividends

SRTY vs. TZA - Dividend Comparison

SRTY's dividend yield for the trailing twelve months is around 9.55%, more than TZA's 5.00% yield.


PositionTTM202520242023202220212020201920182017
SRTY
ProShares UltraPro Short Russell2000
9.55%6.87%9.40%4.93%0.17%0.00%0.95%2.13%0.70%0.04%
TZA
Direxion Daily Small Cap Bear 3X Shares
5.00%5.08%5.40%5.49%0.00%0.00%1.21%1.56%0.63%0.00%

Frequently Asked Questions


With a correlation of 1.00, SRTY and TZA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SRTY has higher volatility (16.76%) compared to TZA (16.58%). In terms of maximum drawdown, SRTY dropped -100.00% vs TZA's -100.00%.

On 10-year performance, TZA leads with -43.35% vs -43.88% for SRTY. On fees, SRTY is cheaper at 0.95% per year. On volatility, TZA has been the lower-risk option at 16.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TZA has performed better with a -43.35% return vs -43.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SRTY is cheaper with a 0.95% expense ratio, compared with 1.11% for TZA.

SRTY has the higher dividend yield at 9.55%, compared with 5.00% for TZA.

Both ETFs track Russell 2000 Index (-300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for SRTY and 1.11% for TZA.

SRTY currently has the higher Sharpe Ratio (-1.20 vs -1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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